Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48842.85 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42159.25 Kr¶

PnL: ---------------------------------------> -274.03 Kr¶

DD now: ---------------------------------> -8.052 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:52:51.711847'

Anic Portfolio¶

Today¶

Return: -0.934 %¶

This Week¶

Return: -0.934 %¶

Total portfolio value¶

Return including deposits: 59.899 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.270000 1662.120000 194.580000 13.260000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
JM 6 0.970000 870.600000 8.400000 0.970000 862.200000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Catena 2 0.760000 795.600000 6.000000 0.760000 789.600000
Atrium Ljungberg B 5 0.590000 938.500000 5.500000 0.590000 933.000000
Orrön Energy 180 0.090000 2042.100000 4.500000 0.220000 2037.600000
Sagax B 4 0.470000 856.000000 4.000000 0.470000 852.000000
ASSA ABLOY B 3 0.270000 779.100000 2.100000 0.270000 777.000000
Platzer Fastigheter Holding B 12 0.130000 960.000000 1.200000 0.130000 958.800000
AcadeMedia 8 -0.600000 400.400000 -0.800000 -0.200000 401.200000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Hexatronic Group 12 -0.220000 962.400000 -2.160000 -0.220000 964.560000
Clas Ohlson B 12 -0.310000 967.800000 -3.000000 -0.310000 970.800000
Biotage 7 -0.370000 935.900000 -3.500000 -0.370000 939.400000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Addnode Group B 11 -0.900000 910.250000 -8.250000 -0.900000 918.500000
EQT 4 -1.010000 821.200000 -8.400000 -1.010000 829.600000
OX2 13 -0.960000 938.600000 -9.100000 -0.960000 947.700000
SKF B 5 -0.990000 928.750000 -9.250000 -0.990000 938.000000
Gränges 9 -1.170000 915.300000 -10.800000 -1.170000 926.100000
Byggmax Group 33 -1.310000 941.820000 -12.540000 -1.310000 954.360000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.070000 820.400000 -34.800000 -4.070000 855.200000
Indutrade 5 -3.500000 1172.000000 -42.500000 -3.500000 1214.500000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Bufab 3 -4.230000 1059.600000 -46.800000 -4.230000 1106.400000
Hexagon B 26 -1.850000 3387.800000 -63.700000 -1.850000 3451.500000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
BHG Group 97 -7.530000 1346.360000 -108.640000 -7.470000 1455.000000
TOTAL 42159.250000 -274.030000 -8.05247% 42433.280000

Updated:¶

'2023-07-03 14:53:08.198731'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶